TY  - GEN
AU  - Cochrane, John H.,
TI  - Asset pricing
SN  - 0691121370 (cl : alk. paper)
AV  - HG4636 .C56 2005
PY  - 2005///
CY  - Princeton, N.J.
PB  - Princeton University Press
KW  - Sermaye aktifleri fiyatlama modeli
KW  - etuturkob
KW  - Capital assets pricing model
KW  - Securities
KW  - Menkul değerler
N1  - Includes bibliographical references (p. 497-511) and indexes; Consumption-based model and overview -- Applying the basic model -- Contingent claims markets -- The discount factor -- Mean-variance frontier and beta representations -- Relation between discount factors, betas, and mean-variance frontiers -- Implications of existence and equivalence theorems -- Conditioning information -- Factor pricing models -- GMM in explicit discount factor models -- GMM : general formulas and applications -- Regression-based tests of linear factor models -- GMM for linear factor models in discount factor form -- Maximum likelihood -- Time-series, cross-section, and GMM/DF tests of linear factor models -- Which method? -- Option pricing -- Option pricing without perfect replication -- Term structure of interest rates -- Expected returns in the time series and cross section -- Equity premium puzzle and consumption-based models -- Appendix: -- A.1 Brownian motion -- A.2 Diffusion model -- A.3 Ito's Lemma
UR  - http://www.loc.gov/catdir/description/prin051/2004050561.html
ER  -